Article ID Journal Published Year Pages File Type
1146398 Journal of Multivariate Analysis 2008 19 Pages PDF
Abstract

We establish the exact expression of the density of Wilks’s statistic Λ(n,p,q)Λ(n,p,q), and also those of the densities of the product and ratio of two independent such statistics, in terms of Meijer functions, and provide applications with numerical illustrations in various domains of Multivariate Analysis.

Related Topics
Physical Sciences and Engineering Mathematics Numerical Analysis
Authors
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